+61.5%
ALB vs SCHG
+16.6%
+44.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.6% | -3.6% |
| 7D | -8.1% | -0.7% | -7.4% | -7.4% |
| 30D | +6.3% | +0.2% | +6.0% | +6.0% |
| 3M | -23.6% | +2.2% | -25.8% | -25.2% |
| 6M | -24.6% | +15.0% | -39.6% | -34.6% |
| YTD | -10.3% | +9.2% | -19.4% | -17.2% |
| 1Y | +61.5% | +15.7% | +45.7% | +43.7% |
| All | +61.5% | +16.6% | +44.8% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SCHG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling